NEW YORK (CNN) -- The New York nanny suspected in the killings of two children in her care began knifing herself when their mother entered the bathroom and saw the bodies in the bathtub, police said Friday. "We believe now that the nanny began to stab herself as the woman entered the room," Police Commissioner Ray Kelly told reporters in a revised account of Thursday's events.

Earlier, police had said that Marina Krim found nanny Yoselyn Ortega, 50, on the bathroom floor of the family's Upper West Side luxury apartment with self-inflicted wounds.

There in a bathtub in the family's apartment were the bodies of Krim's youngest child, who just weeks ago had celebrated his second birthday with "Pinkalicious-inspired cupcakes," and his 6-year-old sister, Lucia, who had performed "beautifully in her ballet recital" in May. Both children had been repeatedly stabbed; on the bathroom floor was their nanny, Yoselyn Ortega, 50, stabbing herself in the neck with a kitchen knife, her wrists slit, New York police said.

Marina Krim had left the two children with the nanny, known affectionately as "Josie," so she could take her third child, 3-year-old Nessie, to a swim lesson. She had expected to meet the nanny at a dance class for the 6-year-old around 5:30 p.m. When the nanny and children didn't show up, police said, Krim went to the apartment. The lights were out. Krim went downstairs to ask a doorman whether he had seen her two other children leave with the nanny. The doorman told her he hadn't seen them.

"There comes a time when she goes looking for her children," Police Commissioner Ray Kelly told reporters, "and enters the bathroom and finds her 6-year-old daughter and son stabbed to death in the tub. On the floor of the bathroom is the nanny who apparently had inflicted wounds in her throat."

That's when neighbors heard the scream.

The father, Kevin Krim, a senior vice president for CNBC Digital and former Yahoo executive, was returning from a trip to the West Coast. He was met by police at John F. Kennedy International Airport and informed of the news.

"A member of the CNBC family has suffered an unimaginable loss," NBC Universal said in a statement. "The sadness that we all feel for Kevin, Marina and their family is without measure."

The nanny was taken out of the apartment building on a stretcher and rushed to a hospital where she was in critical but stable condition. The two children were brought out on a single stretcher and taken to a hospital where they were pronounced dead. The nanny was under police watch at the hospital, accused of double homicide.

She remained heavily sedated on Friday at Weill Cornell Medical Center, a tube helping her breathe, said Deputy Police Commissioner Paul Browne. He said Ortega had been trying to get professional help for psychological issues, but he did not provide further details. A native of the Dominican Republic, Ortega had been a naturalized U.S. citizen for 10 years.

Friends had introduced the family to the nanny, and she had worked for them for the last two years, ever since Leo's birth, police said.

"We're just grieving. Worst nightmare anyone could ever imagine," said grandmother Karen Krim, who lives in California. "We don't have a clue what set her off."

Police on Thursday evening escorted the mother and her 3-year-old daughter from the apartment building covered in a white sheet to shield them from photographers and gawkers. The mother underwent treatment at a hospital to help cope with the trauma, police said.

The crime shocked other parents in the Upper West Side. Many said they rushed home to hug their own children after hearing the news.

Maryellen Conway, 39, a mother of two young children, said she immediately phoned her nanny and they cried together. "She was in tears. I trust her, obviously, with my life and she's part of our family," Conway said. "It's unimaginable. There's no words to describe what they're going through."

Jasmarin Rothbarb pushed a stroller near the Krims' apartment building Friday morning. She said she uses a nanny, but the killings made her wonder whether to keep doing so. "It's a tough call. You trust these people with your most precious joys. I think I see more mothers out today than nannies. It's a horrible thing."

Kathleen Peters dropped off flowers at a makeshift memorial outside the building. Peters is a mother and serves as a nanny of children a few blocks away. "It makes me really, really sad because I take care of twins," she said. "I can't understand why (the nanny) would do something like that."

The apartment is a block from Central Park and an easy stroll from the American Museum of Natural History. Nannies pushing strollers through the neighborhoods are as common as New York's cabbies. Among the well-to-do, families come to trust their nannies and treat them as extended members of their families, bringing them along on vacations and family outings.

That was the case with the Krims. Marina Krim kept a blog titled: "Life with the Little Krim Kids," an inside glimpse into a loving mother's documentation of life within their family. Last February, the Krims went to the Dominican Republic to meet their nanny's family.

"We spent the past nine days in the Dominican Republic," Marina Krim wrote on February 18. "We spent half the time at our nanny, Josie's sisters home in Santiago and the rest at Balcones de Atlantico in Las Terrenas, a condo-style hotel where the 'Real Housewives of Dominican Republic' and their families hang on weekends. It was wonderful."

She added, "We met Josie's amazing familia!!! And the Dominican Republic is a wonderful country!!"

One photo shows the families together, the nanny holding the 3-year-old girl who was at a swim lesson when the killings happened.

Hundreds of people left messages of condolences on the Krim family's blog as news spread. By Friday morning the blog had been taken down.

The blog documented the life of a loving family, with hundreds of photographs and journal entries of picking blackberries, of celebrating birthdays, of going to a pumpkin patch.

On September 30, Marina Krim posted a photograph of her son after his second birthday. The boy had dashing brown eyes and a mischievous look as he played at a toy kitchen set. "Leo 'Lito' Krim!!!!! Yes, the 2 year old boy," his mother wrote. "One of the best parts of my day is after I drop both girls off at school and have 3 precious hours with little Lito all to myself. Ok, I'm near getting cheesy I adore this boy so much!!!"

Weeks before his birthday, mom and son walked home, with the lad pointing at toy cars, trucks and fire engines, excited for his upcoming birthday. "Mama, present, present," he said after spotting a toy helicopter.

"Lito, I must say, is a very clever little boy," she wrote. "He is super talkative and just has a million thoughts running through his brain and can express himself amazingly well for an almost-2 year old."

In April, 6-year-old Lucia, known as Lulu, went to work with her father as part of a take-your-child-to-work event. On the whiteboard in her father's office, she wrote simply: "I like your ofis Dada. Love LuLu."

"Leo speaks in the most adorable way possible. Firstly, he speaks super clearly, so you can understand every word (he) is saying. And he does things like, 'I want a fresh bagel' and 'Dito (what he calls himself) wants cold milk' and most adorable of all, 'No thank you' -- he never uses 'No' alone, it's always paired with 'thank you.'"

Three hours later, the Krims' world shattered. An unspeakable horror with so many unanswered questions.